NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 84.46 87.98 3.52 4.2% 81.72
High 86.34 88.16 1.82 2.1% 86.34
Low 84.45 86.43 1.98 2.3% 81.72
Close 86.11 87.98 1.87 2.2% 86.11
Range 1.89 1.73 -0.16 -8.5% 4.62
ATR 1.73 1.76 0.02 1.3% 0.00
Volume 15,684 16,161 477 3.0% 52,480
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.71 92.08 88.93
R3 90.98 90.35 88.46
R2 89.25 89.25 88.30
R1 88.62 88.62 88.14 88.85
PP 87.52 87.52 87.52 87.64
S1 86.89 86.89 87.82 87.12
S2 85.79 85.79 87.66
S3 84.06 85.16 87.50
S4 82.33 83.43 87.03
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.58 96.97 88.65
R3 93.96 92.35 87.38
R2 89.34 89.34 86.96
R1 87.73 87.73 86.53 88.54
PP 84.72 84.72 84.72 85.13
S1 83.11 83.11 85.69 83.92
S2 80.10 80.10 85.26
S3 75.48 78.49 84.84
S4 70.86 73.87 83.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.16 81.72 6.44 7.3% 1.64 1.9% 97% True False 13,728
10 88.16 80.12 8.04 9.1% 1.63 1.9% 98% True False 12,637
20 88.16 80.12 8.04 9.1% 1.61 1.8% 98% True False 11,685
40 88.16 72.04 16.12 18.3% 1.75 2.0% 99% True False 9,644
60 88.16 72.04 16.12 18.3% 1.67 1.9% 99% True False 7,852
80 88.16 72.04 16.12 18.3% 1.48 1.7% 99% True False 6,318
100 88.16 72.04 16.12 18.3% 1.34 1.5% 99% True False 5,539
120 88.16 72.04 16.12 18.3% 1.25 1.4% 99% True False 4,950
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.51
2.618 92.69
1.618 90.96
1.000 89.89
0.618 89.23
HIGH 88.16
0.618 87.50
0.500 87.30
0.382 87.09
LOW 86.43
0.618 85.36
1.000 84.70
1.618 83.63
2.618 81.90
4.250 79.08
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 87.75 87.24
PP 87.52 86.49
S1 87.30 85.75

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.